why the background image I add not show in render?
There's a great addon exactly for this.  

Go to Preferences > Addons  and search for Images as Planes addon.
Check it to enable it.  



Then you can easily add a new image that will appear in your render.
Add > Image > Images as Planes



Note:
The way you described is for reference images only - thy're not supposed to be visible in a render.